JP Morgan Put 360 EG 17.01.2025
/ DE000JT22333
JP Morgan Put 360 EG 17.01.2025/ DE000JT22333 /
| 10/16/2024 8:42:02 AM |
Chg.+0.19 |
Bid11:40:57 AM |
Ask11:40:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+13.48% |
1.58
Bid Size: 250 |
2.58
Ask Size: 250 |
Everest Group Ltd |
360.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT2233 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/25/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.23 |
| Parity: |
-2.58 |
| Time value: |
2.43 |
| Break-even: |
306.44 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.92 |
| Spread %: |
60.61% |
| Delta: |
-0.33 |
| Theta: |
-0.18 |
| Omega: |
-4.82 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.91% |
| 1 Month |
|
|
-20.79% |
| 3 Months |
|
|
-23.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
1.41 |
| 1M High / 1M Low: |
2.35 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
352.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
